+50.6%
AA vs AUR
+17.8%
+32.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | -5.8% | -6.4% | +0.6% | -4.4% |
| 3M | -29.9% | +7.7% | -37.6% | -32.1% |
| 6M | -27.0% | +44.5% | -71.5% | -36.3% |
| YTD | -8.7% | +67.4% | -76.2% | -26.8% |
| 1Y | +50.6% | +15.4% | +35.2% | +38.3% |
| All | +50.6% | +17.8% | +32.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling